Add Properties Window
Sadly, this isn't possible. There are some good reasons why though.

If you think about it, when you add your cylinder, you have all your settings there. The settings will always be for the last operation done. When you do another operation, the old settings are gone, and are replaced with the new settings for the operation you just did. There isn't a way to go back to previous settings without going back and redoing your steps, because it's not really practical to keep those sorts of histories, especially when mode changes come into play.